Convexifactors, Generalized Convexity, and Optimality Conditions

The recently introduced notion of a convexifactor is further studied, and quasiconvex and pseudoconvex functions are characterized in terms of convexifactors. As an application to a chain rule, a necessary optimality condition is deduced for an inequality constrained mathematical programming problem.     

A metric approach to asymptotic analysis

We introduce a notion of “firm” (or uniform) asymptotic cone to an unbounded subset of a normed space. We relate this notion to a concept of “firm” asymptotic function. We use these notions to study boundedness properties which can be applied to continuity questions for some operations on sets and functions. Such questions arise in stability analysis of Hamilton-Jacobi equations. We present some other applications such as an extension of a theorem of Dieudonné and existence results in optimization and fixed point theory.     

On a global implicit function theorem for locally Lipschitz maps via non-smooth critical point theory

We prove a non-smooth generalization of the global implicit function theorem. More precisely we use the non-smooth local implicit function theorem and the non-smooth critical point theory in order to prove a non-smooth global implicit function theorem for locally Lipschitz functions. A comparison between several global inversion theorems is discussed. Applications to algebraic equations are given.     

A geometric characterization of “optimality-equivalent” relaxations

An optimization problem is defined by an objective function to be maximized with respect to a set of constraints. To overcome some theoretical and practical difficulties, the constraint-set is sometimes relaxed and “easier” problems are solved. This led us to study relaxations providing exactly the same set of optimal solutions. We give a complete characterization of these relaxations and present several examples. While the relaxations introduced in this paper are not always easy to solve, they may help to prove that some mathematical programs are equivalent in terms of optimal solutions. An example is given where some of the constraints of a linear program can be relaxed within a certain limit.     

Some new nonlinear inequalities and applications to boundary value problems

In this paper, we establish some new nonlinear integral inequalities of the Gronwall–Bellman–Ou-Iang-type in two variables. These on the one hand generalizes and on the other hand furnish a handy tool for the study of qualitative as well as quantitative properties of solutions of differential equations. We illustrate this by applying our new results to certain boundary value problem.     

Local variability of non-smooth functions

With the help of Müntz powers a formula of the Taylor type for non-smooth functions is presented. The approximation provides a local study for the variability of some curves which do not have a derivative. The approach includes the classical case but, at the same time, other non-analytical and non-differentiable mappings. In the first place, a Müntz curve representing the local variability of a function is defined. The coefficient and exponent of the model allow a numerical characterization of the relative extremes and differentiability of the map. The introduction of exponents of higher order provides a generalization of the Taylor’s formula including some cases of non-differentiability. In the last part, a series expansion of non necessarily integer powers representing the function is presented. Several properties of convergence, continuity, integrability and density are studied.     

A concept of absolute continuity and its characterization in terms of convergence in variation

We study the notion of φ‐absolute continuity, providing several equivalent definitions, and we prove a characterization of the space of φ‐absolutely continuous functions in terms of convergence in variation for a family of Mellin integral operators in the multidimensional setting.     

Gap functions and error bounds for nonsmooth convex vector optimization problem

Abstract

In this article, our main aim is to develop gap functions and error bounds for a (non-smooth) convex vector optimization problem. We show that by focusing on convexity we are able to quite efficiently compute the gap functions and try to gain insight about the structure of set of weak Pareto minimizers by viewing its graph. We will discuss several properties of gap functions and develop error bounds when the data are strongly convex. We also compare our results with some recent results on weak vector variational inequalities with set-valued maps, and also argue as to why we focus on the convex case.     

Optimality Conditions for Optimistic Bilevel Programming Problem Using Convexifactors

In this article, we introduce two versions of nonsmooth extension of Abadie constraint qualification in terms of convexifactors and Clarke subdifferential and employ the weaker one to develop new necessary Karush–Kuhn–Tucker type optimality conditions for optimistic bilevel programming problem with convex lower-level problem, using an upper estimate of Clarke subdifferential of value function in variational analysis and the concept of convexifactor.     

High-order compact finite difference scheme for option pricing in stochastic volatility models

We derive a new high-order compact finite difference scheme for option pricing in stochastic volatility models. The scheme is fourth order accurate in space and second order accurate in time. Under some restrictions, theoretical results like unconditional stability in the sense of von Neumann are presented. Where the analysis becomes too involved we validate our findings by a numerical study. Numerical experiments for the European option pricing problem are presented. We observe fourth order convergence for non-smooth payoff.     

Bilinear oscillatory integrals and boundedness for new bilinear multipliers

We consider bilinear oscillatory integrals, i.e. pseudo-product operators whose symbol involves an oscillating factor. Lebesgue space inequalities are established, which give decay as the oscillation becomes stronger; this extends the well-known linear theory of oscillatory integral in some directions. The proof relies on a combination of time-frequency analysis of Coifman-Meyer type with stationary and non-stationary phase estimates. As a consequence of this analysis, we obtain Lebesgue estimates for new bilinear multipliers defined by non-smooth symbols.     

Fractional integral operators in the complex matrix variate case

A formal definition of fractional integrals in the complex matrix variate case is given here. This definition will encompass all the various fractional integral operators introduced by various authors in the real scalar and matrix cases. The new definition is introduced in terms of M-convolutions of products and ratios of matrices in the complex domain. Their connections to statistical distribution theory, Mellin convolutions, M-transforms and Mellin transform are pointed out. Some basic properties are given and a pathway extension of the new definition is also given. The pathway extension will provide a switching mechanism to move among three different families of functions.     

Majorization and relative concavity

In this paper, some results established in [H.-N. Shi, Refinement and generalization of a class of inequalities for symmetric functions, Math. Practice Theory 29 (4) (1999) pp. 81-84] are extended from the classical majorization preordering to group-induced cone orderings. To this end the notion of relative concavity introduced in [C.P. Niculescu, F. Popovici, The extension of majorization inequalities within the framework of relative convexity, J. Inequal. Pure Appl. Math. 7 (1) (2005) (Article 27)] is used. In addition, some Ky Fan’s inequalities are discussed.     

Cournot equilibrium uniqueness via demi-concavity

A family of oligopolies that possess a unique equilibrium was identified in the second authors doctoral dissertation. For such a family, it is therein specified a class of functions-economically related to the price function of a Cournot oligopoly – that satisfy a particular type of quasi-concavity. The first part of the present article (i) conceptualizes that type of quasi-concavity by introducing the notion of demi-concavity, (ii) considers two possible variants and (iii) provides some calculus properties. The second part, by relying on the results on demi-concavity, proves a Cournot equilibrium uniqueness theorem which is new for the journal literature and subsumes various results thereof. A third part shows an example that illustrates the novelty of the result.     

Attractivity theory for second order non-smooth dynamical systems with application to dry friction

In this paper, we study the attractivity properties of the set of stationary solutions for a general class of second order non-smooth dynamical system involving friction term. Sufficient conditions for the local attractivity of the set of stationary solutions are given in the case of dry friction and negative viscous damping. An estimation of the attraction domain is also given in this case. Applications can be found in unilateral mechanics.     

Regge?s Einstein-Hilbert functional on the double tetrahedron

The double tetrahedron is the triangulation of the three-sphere gotten by gluing together two congruent tetrahedra along their boundaries. As a piecewise flat manifold, its geometry is determined by its six edge lengths, giving a notion of a metric on the double tetrahedron. We study notions of Einstein metrics, constant scalar curvature metrics, and the Yamabe problem on the double tetrahedron, with some reference to the possibilities on a general piecewise flat manifold. The main tool is analysis of Regge?s Einstein-Hilbert functional, a piecewise flat analogue of the Einstein-Hilbert (or total scalar curvature) functional on Riemannian manifolds. We study the Einstein-Hilbert-Regge functional on the space of metrics and on discrete conformal classes of metrics.     

Weak compactness, transfinite Schauder bases and differentiability

We provide a characterization of the class of nonseparable Banach spaces that contain a nonseparable weakly compact set (respectively a relatively weakly compact transfinite basic sequence) in terms of differentiability properties of those spaces.     

Interior operators and topological separation

A notion of separation with respect to an interior operator in topology is introduced and some basic properties are presented. In particular, it is shown that this notion of separation with respect to an interior operator gives rise to a Galois connection between the collection of all subclasses of the class of topological spaces and the collection of all interior operators in topology. Characterizations of the fixed points of this Galois connection are given and examples are provided.     

On grazing and strange attractors fragmentation in non-smooth dynamical systems

This paper presents some new ideas to understand the strange attractor fragmentation caused by grazing in non-smooth dynamic systems. The sufficient and necessary conditions for grazing bifurcations in non-smooth dynamic systems are presented. The initial sets of grazing mapping are introduced and the corresponding initial grazing manifolds are discussed. The grazing-induced fragmentation of strange attractors of chaotic motions in non-smooth dynamical systems is presented. The mathematical theory for such a fragmentation of strange attractors should be further developed.     

Compact,convex sets in R n and a new banach lattice. II.- Application: An approximation problem.

We develop a calculus structure in the Banach lattice introduced in a preceding paper, having in mind an approximation problem appearing in non-smooth optimization. We show that the essential results depend as much on the order structure as on the analytical one.